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Tom Miller Introduction to Option-Adjuste
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eBay item number:395013821589
Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- Book Title
- Introduction to Option-Adjusted Spread Analysis
- Publication Name
- Introduction to Option-Adjusted Spread Analysis
- Title
- Introduction to Option-Adjusted Spread Analysis
- Contributor
- Tom Miller (Revised by)
- Format
- Hardcover
- EAN
- 9781576602416
- ISBN
- 9781576602416
- Edition
- 3rd, Revised and Expanded Edition of the OAS Classic by Tom Winda
- Publisher
- Wiley & Sons, Incorporated, John
- Genre
- Business & Economics
- Release Date
- 01/05/2007
- Release Year
- 2007
- Language
- English
- Country/Region of Manufacture
- US
- Item Height
- 0.7in
- Item Length
- 8.6in
- Item Width
- 5.8in
- Item Weight
- 12.8 Oz
- Series
- Bloomberg Financial
- Publication Year
- 2007
- Features
- Revised
- Topic
- Investments & Securities / General
- Number of Pages
- 176 Pages
About this product
Product Information
Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include: Why yield-based analysis breaks down for nonbullet bonds How to model put and call provisions as embedded options How to distinguish the intrinsic and time components of option value How to model interest-rate volatility, future interest rates, and future bond prices How to calculate option-free price and yield How to estimate the "fair value" of a bond How to calculate implied spot and forward rates Salespeople, traders, and investors will want to read this book and keep it on their desks.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
1576602419
ISBN-13
9781576602416
eBay Product ID (ePID)
57109078
Product Key Features
Book Title
Introduction to Option-Adjusted Spread Analysis
Format
Hardcover
Language
English
Features
Revised
Topic
Investments & Securities / General
Publication Year
2007
Genre
Business & Economics
Number of Pages
176 Pages
Dimensions
Item Length
8.6in
Item Height
0.7in
Item Width
5.8in
Item Weight
12.8 Oz
Additional Product Features
Series Volume Number
46
Lc Classification Number
Hg4650.M56 2007
Edition Description
Revised Edition
Edition Number
3
Table of Content
Foreword (Peter Wilson). Introduction: Why OAS Analysis? PART ONE. Yield Analysis versus OAS Analysis. CHAPTER 1. Fatal Flaws in Traditional Yield Calculations CHAPTER 2. The Bond as a Portfolio. PART TWO. Valuing Options. CHAPTER 3. Intrinsic Value. CHAPTER 4. Time Value. PART THREE. Modeling Interest Rates. CHAPTER 5. Implied Spot and Forward Rates. CHAPTER 6. Beyond the Lognormal Model. CHAPTER 7. Volatility and the Binomial Tree. CHAPTER 8. Matching the Model to the Market. PART FOUR. Measuring the Spread. CHAPTER 9. Bullet Bonds. CHAPTER 10. Nonbullet Bonds. PART FIVE. Applications of OAS Analysis. CHAPTER 11. Evaluating Performance. CHAPTER 12. Estimating Fair Value. Glossary. Index.
Copyright Date
2007
Lccn
2006-101298
Dewey Decimal
332.6
Intended Audience
Trade
Series
Bloomberg Financial Ser.
Illustrated
Yes
Item description from the seller
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eBay item number:395013821589
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Seller feedback (183,434)
1***o (303)- Feedback left by buyer.
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Verified purchase
Magnificent LP, in perfect shape. perfectly-packaged and shipped. Thanks very much! ;>)
1***o (303)- Feedback left by buyer.
Past month
Verified purchase
Magnificent LP, in perfect shape, perfectly-packaged and shipped. Merci beaucoup! ;>)
j***s (39)- Feedback left by buyer.
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Good packet.
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